+86.8%
WFC vs RBA
+37.7%
+49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +1.2% | +4.3% | -3.0% | +0.2% |
| 30D | +5.2% | +16.3% | -11.1% | +1.2% |
| 3M | -3.0% | +1.3% | -4.4% | -3.6% |
| 6M | +6.2% | -11.1% | +17.3% | +8.3% |
| YTD | -7.9% | -8.5% | +0.6% | -7.1% |
| 1Y | +0.3% | -2.1% | +2.4% | -0.7% |
| 3Y | +117.7% | +44.6% | +73.2% | +97.3% |
| All | +86.8% | +37.7% | +49.1% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling